Solving staircase linear programs by the simplex method, 1: Inversion
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Publication:3948887
DOI10.1007/BF01583795zbMath0487.90076OpenAlexW2078092147MaRDI QIDQ3948887
Publication date: 1982
Published in: Mathematical Programming (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01583795
large-scale optimizationGaussian eliminationcomputational experiencestaircase-structured linear programsadapted simplex methodeconomic planning over timeinversion routines
Numerical mathematical programming methods (65K05) Large-scale problems in mathematical programming (90C06)
Related Items (18)
A clustering heuristic to detect staircase structures in large scale linear programming models ⋮ Cascading-heuristics for the solution of staircase linear programs ⋮ An analysis of an available set of linear programming test problems ⋮ CONOPT: A GRG code for large sparse dynamic nonlinear optimization problems ⋮ On the Combinatorial Diameters of Parallel and Series Connections ⋮ Revised dantzig-wolfe decomposition for staircase-structured linear programs ⋮ On scaling linear programs—some experimental results ⋮ On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method ⋮ On a distributed implementation of a decomposition method for multistage linear stochastic programs ⋮ Parallel decomposition of multistage stochastic programming problems ⋮ Optimization with staircase structure: An application to generation scheduling ⋮ Parallel processors for planning under uncertainty ⋮ Solving staircase linear programs by the simplex method, 2: Pricing ⋮ On recognizing staircase compatibility ⋮ A fast LU update for linear programming ⋮ Solving staircase linear programs by the simplex method, 1: Inversion ⋮ MOPS -- Mathematical optimization system ⋮ Sensitivity method for basis inverse representation in multistage stochastic linear programming problems
Uses Software
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